-48.4%
CELH vs MSTZ
-63.1%
+14.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.1% | +1.9% |
| 7D | +9.9% | +0.7% | +9.2% | +10.1% |
| 30D | +11.7% | +16.6% | -4.9% | +13.8% |
| 3M | +4.1% | -74.7% | +78.8% | -4.1% |
| 6M | -8.4% | -43.9% | +35.5% | -8.6% |
| YTD | -32.8% | -84.0% | +51.3% | -37.5% |
| 1Y | -48.4% | -65.1% | +16.7% | -45.8% |
| All | -48.4% | -63.1% | +14.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling